0.33Open0.40Pre Close2 Volume506 Open Interest150.00Strike Price66.00Turnover25.96%IV9.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.0786Delta0.0185Gamma500.95Leverage Ratio-0.0331Theta0.0052Rho39.38Eff Leverage0.0447Vega